ADANIPORTS
Adani Port & Sez Ltd
Historical option data for ADANIPORTS
22 Sep 2025 08:00 PM IST
ADANIPORTS 30SEP2025 1380 CE | ||||||||||||||||
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Delta: 0.92
Vega: 0.33
Theta: -0.83
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
22 Sept | 1444.20 | 70 | 10.35 | 23.88 | 379 | -55 | 1,369 | |||||||||
21 Sept | 1427.80 | 61.05 | 18.05 | 26.00 | 750 | -21 | 1,430 | |||||||||
18 Sept | 1412.80 | 42.55 | 1.2 | 19.80 | 630 | -22 | 1,441 | |||||||||
14 Sept | 1393.10 | 36 | -2.4 | 19.80 | 1,412 | -35 | 1,515 | |||||||||
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17 Aug | 1300.30 | 98.4 | 0 | 3.57 | 0 | 0 | 0 |
For Adani Port & Sez Ltd - strike price 1380 expiring on 30SEP2025
Delta for 1380 CE is 0.92
Historical price for 1380 CE is as follows
On 22 Sept ADANIPORTS was trading at 1444.20. The strike last trading price was 70, which was 10.35 higher than the previous day. The implied volatity was 23.88, the open interest changed by -55 which decreased total open position to 1369
On 21 Sept ADANIPORTS was trading at 1427.80. The strike last trading price was 61.05, which was 18.05 higher than the previous day. The implied volatity was 26.00, the open interest changed by -21 which decreased total open position to 1430
On 18 Sept ADANIPORTS was trading at 1412.80. The strike last trading price was 42.55, which was 1.2 higher than the previous day. The implied volatity was 19.80, the open interest changed by -22 which decreased total open position to 1441
On 14 Sept ADANIPORTS was trading at 1393.10. The strike last trading price was 36, which was -2.4 lower than the previous day. The implied volatity was 19.80, the open interest changed by -35 which decreased total open position to 1515
On 17 Aug ADANIPORTS was trading at 1300.30. The strike last trading price was 98.4, which was 0 lower than the previous day. The implied volatity was 3.57, the open interest changed by 0 which decreased total open position to 0
ADANIPORTS 30SEP2025 1380 PE | |||||||
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Delta: -0.11
Vega: 0.41
Theta: -0.65
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
22 Sept | 1444.20 | 3.25 | -4.2 | 27.32 | 3,543 | 21 | 1,388 |
21 Sept | 1427.80 | 6.55 | -0.25 | 25.20 | 5,939 | 346 | 1,367 |
18 Sept | 1412.80 | 7 | -2.7 | 19.77 | 1,120 | 60 | 1,020 |
14 Sept | 1393.10 | 16.2 | -2.85 | 20.57 | 1,270 | -105 | 886 |
17 Aug | 1300.30 | 91.3 | 0 | - | 0 | 0 | 0 |
For Adani Port & Sez Ltd - strike price 1380 expiring on 30SEP2025
Delta for 1380 PE is -0.11
Historical price for 1380 PE is as follows
On 22 Sept ADANIPORTS was trading at 1444.20. The strike last trading price was 3.25, which was -4.2 lower than the previous day. The implied volatity was 27.32, the open interest changed by 21 which increased total open position to 1388
On 21 Sept ADANIPORTS was trading at 1427.80. The strike last trading price was 6.55, which was -0.25 lower than the previous day. The implied volatity was 25.20, the open interest changed by 346 which increased total open position to 1367
On 18 Sept ADANIPORTS was trading at 1412.80. The strike last trading price was 7, which was -2.7 lower than the previous day. The implied volatity was 19.77, the open interest changed by 60 which increased total open position to 1020
On 14 Sept ADANIPORTS was trading at 1393.10. The strike last trading price was 16.2, which was -2.85 lower than the previous day. The implied volatity was 20.57, the open interest changed by -105 which decreased total open position to 886
On 17 Aug ADANIPORTS was trading at 1300.30. The strike last trading price was 91.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0